If you use some of those unsupported parameters in UTM-tags you’ll see the parameter names instead of their values​​, for example: {source} instead of go.mail.ru.

In order to keep matching visits and ad expenses in the Cost Analysis report, such unsupported parameters have to be moved from UTM-tags to additional custom GET-parameters and collected to custom dimensions in Google Analytics:

Cost data will be available only for UTM-tags values.

Session data will be available for unsupported parameters (through custom dimensions) and UTM-tags values.